Using greener solvents, enhancing the selectivity and stability of catalysts is an important aspect of green chemistry. In this work, we developed a route to immobilize Pd nanoparticles on the surface of silica particles with cross-linked polystyrene coating by one-step copolymerization, and Pd(0) nanocatalysts supported on the silica particle supports with cross-linked polystyrene coating were successfully prepared. The catalysts were characterized by Fourier transform infrared spectroscopy (FTIR), transmission electron microscopy (TEM), plasma optical emission spectroscopy, and thermogravimetric analysis (TGA), and were used for hydrogenation of 2,4-dimethyl-1,3-pentadiene to produce 2,4-dimethyl-2-pentene and allyl alcohol to produce 1-propanol. It was found that the selectivity of the reaction was enhanced significantly by the polymer coating, and the catalysts were very stable due to the insoluble nature of the cross-linked polymers. Supercritical (sc)CO₂ can accelerate the reaction rates of the reactions catalyzed by the specially designed catalysts significantly. The excellent combination of polymer coating and scCO₂ has wide potential applications in catalysis.